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Frequency and urgency ARE two signs of a UTI or bladder stones. If this is the case, there is not much that you can do for the dog at home except be sure that she is well hydrated.
You really should see the vet to get a urine culture and determine the culprit. You don't want to leave this untreated.
Let me know if you still have questions. I hope that my answer is not too vague.
Yes. It can cause an overall feeling of unwellness. So appetite might be affected as well.
Let me know if you still have questions.